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Ludovic Tangpi

Identifiers

  • name variant Ludovic Tangpi 0.60 · backfill

Papers (17)

  1. Particle system approximation of Nash equilibria in large games math.PR · 2025 · author #1
  2. Efficient hedging under ambiguity in continuous time q-fin.MF · 2018 · author #1
  3. Non-exponential Sanov and Schilder theorems on Wiener space: BSDEs, Schr\"odinger problems and Control math.PR · 2018 · author #3
  4. Strong solutions of some one-dimensional SDEs with random and unbounded drifts math.PR · 2018 · author #2
  5. Concentration of dynamic risk measures in a Brownian filtration q-fin.RM · 2018 · author #1
  6. Theoretical and empirical analysis of trading activity q-fin.TR · 2018 · author #4
  7. Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients math.PR · 2017 · author #3
  8. Duality for pathwise superhedging in continuous time q-fin.MF · 2017 · author #4
  9. The amazing power of dimensional analysis: Quantifying market impact q-fin.TR · 2017 · author #4
  10. On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration math.OC · 2016 · author #2
  11. Duality formulas for robust pricing and hedging in discrete time q-fin.MF · 2016 · author #3
  12. Duality for increasing convex functionals with countably many marginal constraints math.FA · 2015 · author #4
  13. BSDEs on finite and infinite horizon with time-delayed generators math.PR · 2015 · author #2
  14. Multidimensional Markov FBSDEs with superquadratic growth math.PR · 2015 · author #3
  15. Portfolio Optimization under Nonlinear Utility math.OC · 2015 · author #3
  16. Minimal Supersolutions of Convex BSDEs under Constraints math.PR · 2013 · author #4
  17. Dual Representation of Minimal Supersolutions of Convex BSDEs math.PR · 2013 · author #4

Mentions

  • 1509.08988 #4 · backfill · confidence 0.70 Ludovic Tangpi
  • 1509.01991 #2 · backfill · confidence 0.70 Ludovic Tangpi
  • 1505.01796 #3 · backfill · confidence 0.70 Ludovic Tangpi
  • 1504.03931 #3 · backfill · confidence 0.70 Ludovic Tangpi
  • 1311.6910 #4 · backfill · confidence 0.70 Ludovic Tangpi
  • 1308.1275 #4 · backfill · confidence 0.70 Ludovic Tangpi

Frequent Coauthors